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update rolling process

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bxdd
2021-03-25 16:14:22 +08:00
parent 1fcfe8e4ba
commit f6dc25b229
5 changed files with 192 additions and 11 deletions
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examples/highfreq/workflow.py
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@@ -32,7 +32,6 @@ class HighfreqWorkflow(object):
SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull, Cut], "expression_cache": None}
MARKET = "all"
BENCHMARK = "SH000300"
start_time = "2020-09-15 00:00:00"
end_time = "2021-01-18 16:00:00"